+319.5%
SN vs USFD
+143.5%
+176.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -9.3% | -3.0% | -6.3% | -8.0% |
| 30D | -4.8% | +3.5% | -8.3% | -7.0% |
| 3M | +40.4% | +26.6% | +13.9% | +22.1% |
| 6M | +50.9% | +11.7% | +39.2% | +40.6% |
| YTD | +54.9% | +38.1% | +16.8% | +24.7% |
| 1Y | +43.0% | +33.4% | +9.6% | +17.5% |
| 3Y | +391.8% | +155.8% | +236.0% | +189.5% |
| All | +319.5% | +143.5% | +176.0% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling